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  1. 1
    Scale function approach to exit problems of refracted Lévy risk processes

    Scale function approach to exit problems of refracted Lévy risk processes by Kohal, Johannes

    Published 2018
    Subjects:
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    Master's thesis
  2. 2
    Itô’s formula for finite variation Lévy processes

    Itô’s formula for finite variation Lévy processes by Kotkajuuri, Jimi

    Published 2023
    Subjects:
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    Master's thesis
  3. 3
    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations

    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations by Nykänen, Jani

    Published 2020
    Subjects:
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    Master's thesis
  4. 4
    Default probability prediction : a comparison of methods

    Default probability prediction : a comparison of methods by Viljasalo, Piia

    Published 2008
    Subjects:
    Master's thesis
  5. 5
    About mean-variance hedging with basis risk

    About mean-variance hedging with basis risk by Lähdemäki, Sami

    Published 2021
    Subjects:
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    Master's thesis
  6. 6
    Chaotic decompositions of the Lévy-Itô space

    Chaotic decompositions of the Lévy-Itô space by Luuri, Eetu

    Published 2024
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    Master's thesis
  7. 7
    On exact simulations of first hitting times of the solutions of SDEs

    On exact simulations of first hitting times of the solutions of SDEs by Durmić, Irfan

    Published 2024
    Subjects:
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    Master's thesis
  8. 8
    Satunnaisen painotetun leikkausverkon klusteroituminen

    Satunnaisen painotetun leikkausverkon klusteroituminen by Pentikäinen, Kerttu

    Published 2025
    Subjects:
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    Master's thesis
  9. 9
    Pólyan lause

    Pólyan lause by Mattila, Vera

    Published 2024
    Subjects:
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    Master's thesis
  10. 10
    A multilevel Monte Carlo algorithm for SDEs with jumps

    A multilevel Monte Carlo algorithm for SDEs with jumps by Rantala, Johanna

    Published 2019
    Subjects:
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    Master's thesis
  11. 11
    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme

    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme by Koskela, Emilia

    Published 2023
    Subjects:
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    Master's thesis
  12. 12
    Existence of weak solutions of mean-field stochastic differential equations

    Existence of weak solutions of mean-field stochastic differential equations by Koivu, Jesse

    Published 2021
    Subjects:
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    Master's thesis
  13. 13
    Ruin probabilities for Lévy processes

    Ruin probabilities for Lévy processes by Mäki-Ontto, Annukka

    Published 2009
    Subjects:
    Master's thesis
  14. 14
    The Black-Scholes model and risk-sensitive asset management

    The Black-Scholes model and risk-sensitive asset management by Helin, Santeri

    Published 2021
    Subjects:
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    Master's thesis
  15. 15
    Markov chain backward stochastic differential equations in modeling insurance policy

    Markov chain backward stochastic differential equations in modeling insurance policy by Hänninen, Henri

    Published 2022
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    Master's thesis
  16. 16
    Backward stochastic differential equations in dynamics of life insurance solvency risk

    Backward stochastic differential equations in dynamics of life insurance solvency risk by Hinkkanen, Onni

    Published 2022
    Subjects:
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    Master's thesis
  17. 17
    Nuclear structure at the neutron emission threshold and below explored via betadecays of 82,83Ga and 86As

    Nuclear structure at the neutron emission threshold and below explored via betadecays of 82,83Ga and 86As by Al Ayoubi, Lama, kirjoittaja

    Published 2023
    Subjects:
    Linkki verkkoaineistoon
    Doctoral dissertation
  18. 18
    Analysis and performance of FBMC techniques with application to relay networks

    Analysis and performance of FBMC techniques with application to relay networks by Sriyananda, M. G. S., kirjoittaja

    Published 2014
    Subjects:
    Doctoral dissertation
  19. 19
    Analysis and performance of FBMC techniques with application to relay networks

    Analysis and performance of FBMC techniques with application to relay networks by Sriyananda, M. G. S., kirjoittaja

    Published 2014
    Subjects:
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  20. 20
    The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting

    The prospective reserve of a life insurance contract with modifications in a Non-Markovian setting by Simola, Tapani

    Published 2022
    Subjects:
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    Master's thesis
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